Linkage Problem, Distribution Estimation, and Bayesian Networks

This paper proposes an algorithm that uses an estimation of the joint distribution of promising solutions in order to generate new candidate solutions. The algorithm is settled into the context of genetic and evolutionary computation and the algorithms based on the estimation of distributions. The proposed algorithm is called the Bayesian Optimization Algorithm (BOA). To estimate the distribution of promising solutions, the techniques for modeling multivariate data by Bayesian networks are used. The BOA identifies, reproduces, and mixes building blocks up to a specified order. It is independent of the ordering of the variables in strings representing the solutions. Moreover, prior information about the problem can be incorporated into the algorithm, but it is not essential. First experiments were done with additively decomposable problems with both nonoverlapping as well as overlapping building blocks. The proposed algorithm is able to solve all but one of the tested problems in linear or close to linear time with respect to the problem size. Except for the maximal order of interactions to be covered, the algorithm does not use any prior knowledge about the problem. The BOA represents a step toward alleviating the problem of identifying and mixing building blocks correctly to obtain good solutions for problems with very limited domain information.

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